deribit_basis_rising_carry_long_v2 · strategy

109

closed trades

43%

win rate

-280.52

total pnl ($)

0.798

weight

7d window — n=22 wr=55% pnl=-61.33 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-30 01:33	BTC	Buy	59311→59989	+5.33	timeout
06-29 23:31	BTC	Buy	59607→60211	+4.65	timeout
06-29 19:08	BTC	Buy	59489→60170	+5.12	timeout
06-28 23:56	BTC	Buy	60004→59625	-3.76	timeout
06-28 21:53	BTC	Buy	60186→59350	-7.40	timeout
06-28 18:13	BTC	Buy	60520→59631	-7.76	timeout
06-27 19:55	BTC	Buy	59830→60118	+2.01	timeout
06-27 17:59	BTC	Buy	60034→60544	+3.81	timeout
06-27 15:57	BTC	Buy	60320→60785	+3.44	timeout
06-26 18:06	BTC	Buy	59590→60099	+3.71	timeout
06-26 16:05	BTC	Buy	59443→60367	+7.24	timeout
06-26 14:29	BTC	Buy	59360→60147	+6.13	timeout
06-25 13:57	BTC	Buy	59683→58214	-12.68	stop_loss
06-25 13:51	BTC	Buy	60662→59168.4	-12.69	stop_loss
06-25 13:48	BTC	Buy	60889→59368.3	-12.88	stop_loss
06-24 17:20	BTC	Buy	60921→59419.3	-12.76	stop_loss
06-24 13:44	BTC	Buy	62917.1→61370.2	-12.74	stop_loss
06-24 13:02	BTC	Buy	62218.1→62476.9	+1.62	timeout
06-24 10:59	BTC	Buy	62318.1→62418.9	+0.32	timeout
06-24 08:57	BTC	Buy	62412.1→62771.9	+2.38	timeout
06-23 08:17	BTC	Buy	63966.2→62392.7	-12.76	stop_loss
06-23 06:27	BTC	Buy	64068.2→62637.9	-11.65	timeout
06-23 04:24	BTC	Buy	63994.2→63934.8	-0.92	timeout
06-22 22:05	BTC	Buy	63765.2→64343.8	+4.08	timeout
06-22 05:40	BTC	Buy	64304.2→64255.8	-0.84	timeout
06-22 03:33	BTC	Buy	64317.2→64233.8	-1.18	timeout
06-21 20:56	BTC	Buy	63899.2→63750.8	-1.62	timeout
06-21 05:15	BTC	Buy	63811.2→64205.8	+2.65	timeout
06-21 00:52	BTC	Buy	63517.2→64292.8	+5.60	timeout
06-20 20:32	BTC	Buy	63032.2→63870.8	+6.23	timeout
06-20 02:22	BTC	Buy	62973.1→63380.8	+2.80	timeout
06-20 00:13	BTC	Buy	62844.1→63447.8	+4.36	timeout
06-19 20:22	BTC	Buy	63109.2→62968.9	-1.60	timeout
06-18 15:40	BTC	Buy	64285.2→62703.5	-12.57	stop_loss
06-18 15:40	BTC	Buy	64304.2→62720.5	-12.48	stop_loss
06-18 15:37	BTC	Buy	64598.2→63007.3	-12.52	stop_loss
06-17 19:39	BTC	Buy	65836.3→64217.7	-12.75	stop_loss
06-17 19:29	BTC	Buy	65862.3→64242.6	-12.77	stop_loss
06-17 19:29	BTC	Buy	65903.3→64242.6	-13.08	stop_loss
06-17 16:01	BTC	Buy	65909.3→65791.7	-1.25	timeout
06-17 03:05	BTC	Buy	65794.3→65829.7	-0.20	timeout
06-17 00:59	BTC	Buy	66214.3→65691.7	-4.45	timeout
06-16 14:44	BTC	Buy	66506.3→65650.7	-6.97	timeout
06-16 00:57	BTC	Buy	65578.3→66236.7	+4.61	timeout
06-15 22:58	BTC	Buy	65341.3→66187.7	+5.98	timeout
06-15 13:20	BTC	Buy	64020.2→66830.7	+21.51	take_profit
06-14 23:13	BTC	Buy	64425.2→65584.7	+8.50	timeout
06-14 21:06	BTC	Buy	64292.2→63993.8	-2.79	timeout
06-14 19:06	BTC	Buy	64138.2→63786.8	-3.27	timeout
06-13 21:38	BTC	Buy	63550.2→64292.8	+5.37	timeout
06-13 19:43	BTC	Buy	63641.2→64239.8	+4.25	timeout
06-13 17:44	BTC	Buy	63808.2→64078.8	+1.66	timeout
06-12 21:27	BTC	Buy	63438.2→63509.8	+0.09	timeout
06-12 19:25	BTC	Buy	63648.2→63721.8	+0.12	timeout
06-12 17:20	BTC	Buy	62392.1→63805.8	+10.85	timeout
06-11 19:18	BTC	Buy	61697.1→63649.8	+15.24	timeout
06-11 17:15	BTC	Buy	62060.1→62427.9	+2.45	timeout
06-11 15:21	BTC	Buy	62282.1→62747.9	+3.19	timeout
06-10 18:52	BTC	Buy	61720.1→61722.9	-0.47	timeout
06-10 16:52	BTC	Buy	61274.1→62016.9	+5.55	timeout
06-10 15:03	BTC	Buy	61454.1→62336.9	+6.69	timeout
06-09 15:56	BTC	Buy	62539.1→60998.4	-12.84	stop_loss
06-09 14:46	BTC	Buy	62755.1→61207.3	-12.79	stop_loss
06-09 14:18	BTC	Buy	63296.2→61738	-12.77	stop_loss
06-09 07:04	BTC	Buy	62873.1→63329.8	+3.13	timeout
06-08 22:38	BTC	Buy	63311.2→63325.8	-0.36	timeout
06-08 18:31	BTC	Buy	62209.1→63579.8	+10.50	timeout
06-08 06:13	BTC	Buy	61711.1→62925.9	+9.38	timeout
06-07 22:14	BTC	Buy	60575→63234.8	+21.51	take_profit
06-07 16:45	BTC	Buy	60760→62157.9	+11.02	timeout
06-07 04:26	BTC	Buy	60105→61464.9	+10.86	timeout
06-06 20:19	BTC	Buy	60870→60600	-2.60	timeout
06-06 16:12	BTC	Buy	59773→60748	+7.75	timeout
06-06 04:13	BTC	Buy	61602.1→60086.9	-12.75	stop_loss
06-05 18:55	BTC	Buy	60572→59082.5	-12.75	stop_loss
06-05 18:52	BTC	Buy	60703→59210.4	-12.76	stop_loss
06-05 14:26	BTC	Buy	61912.1→60387.8	-12.76	stop_loss
06-05 14:04	BTC	Buy	62045.1→60514.7	-12.78	stop_loss
06-05 13:49	BTC	Buy	62920.1→61372.2	-12.75	stop_loss
06-05 06:24	BTC	Buy	62602.1→61059.4	-12.76	stop_loss
06-05 06:23	BTC	Buy	62756.1→61211.3	-12.70	stop_loss
06-05 06:01	BTC	Buy	63669.2→62101.8	-12.70	stop_loss
06-05 02:29	BTC	Buy	62980.1→62680.9	-2.81	timeout
06-04 09:27	BTC	Buy	64361.2→62777.5	-12.75	stop_loss
06-04 00:39	BTC	Buy	64596.2→63007.3	-12.75	stop_loss
06-03 20:55	BTC	Buy	66403.3→64764.4	-12.83	stop_loss
06-03 20:48	BTC	Buy	66658.3→65019.2	-12.80	stop_loss
06-03 20:45	BTC	Buy	66700.3→65059.2	-12.78	stop_loss
06-03 03:50	BTC	Buy	67038.4→65364	-12.94	stop_loss
06-03 03:33	BTC	Buy	67664.4→65999.7	-12.76	stop_loss
06-02 14:27	BTC	Buy	69259.5→67470.9	-13.37	stop_loss
06-02 14:10	BTC	Buy	69983.5→68262.4	-12.76	stop_loss
06-02 07:01	BTC	Buy	71634.6→69871.6	-12.86	stop_loss
06-01 22:38	BTC	Buy	72832.6→71032.9	-12.90	stop_loss
06-01 22:26	BTC	Buy	73916.7→71242.8	-18.67	stop_loss
06-01 03:47	BTC	Buy	74137.7→73879.3	-2.25	timeout
05-31 23:46	BTC	Buy	73788.7→73589.3	-1.78	timeout
05-31 17:19	BTC	Buy	73878.7→73514.3	-2.97	timeout
05-31 13:38	BTC	Buy	73670.7→73870.3	+0.89	timeout
05-31 02:15	BTC	Buy	73654.7→74180.3	+3.05	timeout

Paper vs Live

Paper (trades.jsonl)

109

closed

43%

win rate

-280.52

total pnl ($)

-51.2 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	109	43%	-51.2	-280.52

Recent bounces (last 20 of 0)

time	sym	side	reason
no bounces recorded

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…